
where \(W\)  is a Wiener process (Brownian motion) with variance \(\sigma ^2_w\)  [1]}, [2]}, [3]}. Equation REF  is equivalent to a state space model with the following state equation
\({\mathbf {x}}{t} = {\bf A} {\mathbf {x}}(t) + {\mathbf {L}}dW(t)\) 
